Familiar acquisition wedge
Copying the benchmark pricing, payout language, and account stack lowers the amount of education required at the top of funnel.
The benchmark already solved the commercial grammar. Mayospell gets stronger by copying that grammar where it works, then building the options-specific desk, risk, and live-allocation layers on top.
Copying the benchmark pricing, payout language, and account stack lowers the amount of education required at the top of funnel.
The real retention loop is the desk itself: watchlists, reviewer notes, payout readiness, replayable journals, and a cleaner path to reactivation.
Options let Mayospell build a better risk moat through structure permissions, liquidity filters, and catalyst rules that futures props do not naturally own.
A trader graduating from funded simulation to discretionary live options buying power is a sharper aspiration than staying forever in a generic simulated payout loop.
This is the public prop-firm machinery Mayospell should mirror because it already teaches traders how to evaluate the offer.
Benchmark blueprint snapshot: July 6, 2026. Built from the current Topstep public pricing and help-center mechanics, then translated into an options-first prop-firm product plan.
This is the layer that keeps Mayospell from being a futures prop clone with SPY wallpaper.
Start with long premium and defined-risk spreads. Make short-premium and assignment-prone structures permissioned, not default.
Grade every trade by spread width, open interest, contract volume, and slippage realism so the combine rewards executable options flow.
Tag CPI, Fed, earnings, and major event trades as a separate policy lane with tighter size, faster de-risking, and reviewable approval.
Limit stacked beta and correlated event risk across SPY, QQQ, NVDA, and any concentrated single-name basket instead of only policing one ticket at a time.
Force earlier exits and reduced permissions as short options move toward assignment risk, especially around dividends and expiration.
Every trade should map to a named setup, screenshots, and a post-trade note so progression reflects process quality, not only curve shape.
Commercial clarity first, then funded-stickiness, then real live escalation.
Launch the benchmark-style ladder first so the commercial shape is instantly understandable.
Make the funded seat feel like a real room traders can stay inside.
Promote a small number of traders into real options buying power with real costs and tighter review.
Turn the product from a checkout funnel into an ecosystem.
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